| Metric | 11376206:btcusd:triple_med_gx:lsma95_45 | 11376206:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | -17.88% | 79.62% |
| Max Drawdown | -22.12% | -29.51% |
| Sharpe | -0.51 | 0.65 |
| Sortino | -0.66 | 0.96 |
| Payoff Ratio | 0.94 | 0.93 |
| Profit Factor | 0.81 | 1.11 |
| Common Sense Ratio | 0.9 | 1.08 |
| CPC Index | 0.34 | 0.54 |
| Tail Ratio | 1.1 | 0.98 |
| Outlier Win Ratio | 47.99 | 2.97 |
| Outlier Loss Ratio | 3.78 | 3.07 |
| Volatility (ann.) | 7.96% | 24.6% |
| R^2 | 0.1 | 0.1 |
| Calmar | -0.73 | 2.33 |
| Skew | -2.38 | 0.2 |
| Kurtosis | 55.48 | 7.22 |
| Expected Daily % | -0.01% | 0.04% |
| Expected Monthly % | -1.4% | 4.27% |
| Expected Yearly % | -9.38% | 34.02% |
| Kelly Criterion | -14.64% | 0.41% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.7% | -2.07% |
| Expected Shortfall (cVaR) | -0.7% | -2.07% |
| Year | 11376206:BTCUSD | 11376206:btcusd:triple_med_gx:lsma95_45 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -10.15 | -0.27 | - |
| 2025 | 30.14 | -8.61 | -0.29 | - |
| Metric | 11376206:btcusd:triple_med_gx:lsma95_45 | 11376206:BTCUSD |
|---|---|---|
| MTD | 0.78% | 13.36% |
| 3M | 4.14% | 45.08% |
| 6M | -9.14% | 28.47% |
| YTD | -8.61% | 30.14% |
| 1Y | -14.03% | 105.13% |
| 3Y (ann.) | -16.16% | 68.87% |
| 5Y (ann.) | -16.16% | 68.87% |
| Metric | 11376206:btcusd:triple_med_gx:lsma95_45 | 11376206:BTCUSD |
|---|---|---|
| Max Drawdown | -22.12% | -29.51% |
| Longest DD Days | 374.0 | 144.0 |
| Avg. Drawdown | -7.53% | -4.58% |
| Avg. Drawdown Days | 125.0 | 14.0 |
| Recovery Factor | -0.81 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-04 | 2025-07-14 | -22.12 | 374 |
| 2024-06-09 | 2024-06-10 | -0.30 | 0 |
| 2024-06-09 | 2024-06-09 | -0.18 | 0 |
| Metric | 11376206:btcusd:triple_med_gx:lsma95_45 | 11376206:BTCUSD |
|---|---|---|
| Best Day | 3.97% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 7.33% | 18.93% |
| Worst Week | -8.9% | -12.33% |
| Best Month | 5.94% | 37.42% |
| Worst Month | -10.07% | -17.69% |
| Best Year | -8.61% | 38.02% |
| Worst Year | -10.15% | 30.14% |
| Avg. Up Day | 0.69% | 0.71% |
| Avg. Down Day | -0.74% | -0.76% |
| Avg. Up Week | 2.62% | 5.35% |
| Avg. Down Week | -3.88% | -3.62% |
| Avg. Up Month | 2.9% | 18.06% |
| Avg. Down Month | -5.91% | -4.68% |
| Win Days % | 44.57% | 51.93% |
| Win Month % | 42.86% | 64.29% |
| Win Week % | 38.71% | 58.33% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 0.0% | 100.0% |